It's the same risk as running a Tor exit node: you getting arrested, having all of your electronics confiscated and facing life ruining charges because someone

It's the same risk as running a Tor exit node: you getting arrested, having all of your electronics confiscated and facing life ruining charges because someone was caught downloading illegal content from IP addresses that point to your servers. Even if charges get dropped, or you win in court, that's quite a burden.